Each disc of rotating blades in the turbine section of a gas turbine is closely surrounded by a segmented blade ring located adjacent the blade tips to prevent the working gas from bypassing the blades by going over the blade tips. Some blade ring segments operate at temperatures over 1500° C., and have a ceramic thermal barrier coating (TBC) on a substrate of metal or ceramic matrix composite (CMC) material. To allow minimum clearance between the blade tips and the ring segments, the insulating TBC is desirably abradable to reduce wear of the tips upon contact with the coating. An abradable TBC composed of hollow ceramic spheres in a ceramic matrix is disclosed in U.S. Pat. No. 6,641,907 of the present assignee. Another way to increase abradability is to form a pattern of cavities in the TBC as in U.S. Pat. No. 6,830,428.